Showing posts with label high frequency trading. Show all posts
Showing posts with label high frequency trading. Show all posts
Wednesday, April 18, 2012
Monday, October 10, 2011
Options Flow Recap Oct 10
Macro / Thematic
iShares MSCI EAFE Index Fund EFA - 2200 of the November 52 calls were sold at $1.66.
iShares MSCI Japan Index EWJ - 30,000 of the December / March 10 call spreads were bought for $0.20. Likely a roll of a bullish position out to March.
SPDR Gold Trust GLD - 6000 of the November 163 / 171 1x2 call ratio spread was sold at $0.10. The investor bought one 162 call and sold two 171 calls.
Direxion Small Cap Bear 3X Shares TZA - 10,000 of the November 45 / 50 call spread was bought for $3.00. The calls spread appears to be bought to open. (I could see the argument that TZA is at support but risk 3 to make 2? There are better ways to play this)
PowerShares DB US Dollar Index Bullish UUP - 46,300 of the December 22 calls were sold at $0.38. ($ bounce might be over... traders taking profits)
Friday, October 7, 2011
Morning Note Oct 7th
October 7, 2011
US equity futures are trading lower ahead of September unemployment data due at 8:30 ET
Lipper reports equity fund outflows of ($5.9B) in w/e 5-Oct vs outflows of ($5.9B) in w/e 28-September. Ex-ETFs, outflows were ($638M) in w/e 5-Oct vs outflows of ($1.7B) in w/e 28-Sep.
Monday, August 22, 2011
Options Flow Recap Aug 22
Macro / Thematic
Select Sector Industrl Slct Sctr SPDR Fd XLI - 28,500 of the September 34 calls appeared to be bought for $0.07. The calls were bought to open.
SPDR S&P Retail (ETF) XRT - 15,000 of the October 40 puts were bought for $1.75. The puts were bought to open.
Financial Select Sector SPDR XLF sweep: 31,130 8/26 12 puts trade on the offer for .26, opening, 40 delta (115,000 trade all day – 95% on the offer)
Tuesday, August 9, 2011
Morning Note
August 9, 2011
US futures continue to be volatile, with Dow futures oscillating between a loss of (318) points and a gain of 324 points.
Today's main focus will be the release of the Fed statement from today's FOMC meeting, scheduled for 14:15 ET.
Treasury Auction of 3-yr notes at 13:00 ET
Greece sells €812.5M 6M T-Bills, average yield 4.85% vs prior auction 4.90%, bid to cover 3.06 vs prior 2.88
Tuesday, August 2, 2011
Options Flow Recap August 2nd
Macro / Thematic
TLT iShares Barclays 20+ Yr Treas.Bond – 4500 of the December 100 / 95 put spread was bought for $2.52.
SPY SPDR S&P 500 ETF: buyer 63,700 Nov 118/124 put spreads for 1.55,
SPY (qrtly): buyer 30,000 Sep 128 puts to sell 25,000 Sep 132 puts, collecting 1.29,
SPY: seller 20,000 Aug 128 puts at 2.27,
SPY: seller 15,000 Aug 125/130 put spreads at 2.30,
SPY: buyer 10,000 Oct 110/120 put spread vs 128.28, 15 delta for 1.43
(tough to read since they could be hedges on an overall portfolio, profit taking, or rolls)
UUP PowerShares DB US Dollar Index Bullish – 5000 of the January 22 calls were bought for $0.39.
XLF Financial Select Sector SPDR – 45,000 of the December 13 puts were bought for $0.44.
XOP SPDR S&P Oil & Gas Explore & Prod. – 3000 of the August 60 / 65 strangles were sold at $1.95.
GLD SPDR Gold Trust (ETF) - buyer 5,730 Oct 170 calls for 2.28, opening
Friday, July 15, 2011
Morning Note
July 15, 2011
Equity futures are modestly above fair value as the news that S&P had put US government debt on credit watch negative, and more tightening measures on the property market coming out of China, hurt sentiment. Asia came off its lows during the trading day, and US futures have risen off earlier lows.
Monday, May 9, 2011
Sunday, April 10, 2011
TED Talks -Yan Ohayon on The Impact of Algorithmic Trading
Interesting talk and very important to understand that this is the market we trade in. Professional traders won't learn anything new here since its pretty basic but a must watch for traders with less experience.
Wednesday, March 30, 2011
A Kid’s Game: The Story of Online Poker
Very interesting stuff.... lot of similarities to trading. Hat tip to our newest trader Grant for pointing this out!
Scientists find physical clutter negatively affects your ability to focus, process information
Scientists find physical clutter negatively affects your ability to focus, process information | Unclutterer
very interesting and directly applies to trading.... going to clean my desk now....
"When your environment is cluttered, the chaos restricts your ability to focus. The clutter also limits your brain’s ability to process information. Clutter makes you distracted and unable to process information as well as you do in an uncluttered, organized, and serene environment."
very interesting and directly applies to trading.... going to clean my desk now....
"When your environment is cluttered, the chaos restricts your ability to focus. The clutter also limits your brain’s ability to process information. Clutter makes you distracted and unable to process information as well as you do in an uncluttered, organized, and serene environment."
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